Dreyfus Treasury Securities Cash Management Fund

NPORT-P false 0000217087 XXXXXXXX S000010070 C000027869 Guggenheim Variable Funds Trust 811-02753 0000217087 549300QDJHZ1HF5UC735 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Series N (Managed Asset Allocation Series) S000010070 549300QJDJXCBA1UXY78 2021-12-31 2021-12-31 N 47202543.86 191725.24 47010818.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 428.68000000 USD N Dreyfus Treasury Securities Ca 549300U78VESCW509025 Dreyfus Treasury Securities Cash Management Fund - Institutional Shares N/A 268242.44000000 NS USD 268242.44000000 0.570597253726 Long STIV RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 105099.39400000 NS USD 1042585.99000000 2.217757572841 Long EC RF US N 1 N N N ICE Futures US Indices N/A MSCI EAFE Index Futures Contracts N/A 38.00000000 NC USD 79072.30000000 0.168200219271 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index N/A 2022-03-18 4330257.70000000 USD 79072.30000000 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 11700.00000000 NS USD 3312036.00000000 7.045263403668 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 21409.00000000 NS USD 1831325.86000000 3.895541311039 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Nikkei 225 (CME) Index Futures Contracts N/A -1.00000000 NC USD 371.45000000 0.000790137272 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2022-03-10 -144696.45000000 USD 371.45000000 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 19.00000000 NC USD 17655.79000000 0.037556865671 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2022-03-22 2458578.59000000 USD 17655.79000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 71196.21700000 NS USD 1782041.31000000 3.790704698007 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 75938.36100000 NS USD 1889346.42000000 4.018960901898 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 3987.00000000 NS USD 515120.40000000 1.095748627914 Long EC RF US N 1 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 18601.00000000 NS USD 2139115.00000000 4.550261116044 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796K65 394000.00000000 PA USD 393999.87000000 0.838104677956 Long DBT UST US N 2 2022-01-06 None 0.00000000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 2.00000000 NS USD 953.98000000 0.002029277574 Long EC RF US N 1 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -1.00000000 NC -877.82000000 -0.00186727231 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2022-03-18 -96153.32000000 GBP -877.82000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 74172.84100000 NS USD 1851354.11000000 3.938144802295 Long EC RF US N 1 N N N iShares iBoxx High Yield Corpo N/A iShares iBoxx High Yield Corporate Bond ETF 464288513 5736.00000000 NS USD 499089.36000000 1.061647881595 Long EC RF US N 1 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 23033.00000000 NS USD 3052333.16000000 6.492831330321 Long EC RF US N 1 N N N Schwab U.S. Aggregate Bond ETF N/A Schwab U.S. Aggregate Bond ETF 808524839 132248.00000000 NS USD 7128167.20000000 15.16282296128 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 18.00000000 NC USD 26643.97000000 0.056676251939 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2022-03-18 1991606.03000000 USD 26643.97000000 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 36690.00000000 NS USD 2886769.20000000 6.140648652248 Long EC RF US N 1 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 iShares Russell 1000 Value ETF 464287598 4533.00000000 NS USD 761226.69000000 1.619258528878 Long EC RF US N 1 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 22530.00000000 NS USD 9835922.10000000 20.92267777659 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 16055.00000000 NS USD 7625482.80000000 16.22069775393 Long EC RF US N 1 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A -1.00000000 NC -1937.71000000 -0.00412183845 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/TSX 60 Index N/A 2022-03-17 -199508.35000000 CAD -1937.71000000 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 4.00000000 NC USD -873.35000000 -0.00185776386 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2022-03-31 873404.60000000 USD -873.35000000 N N N 2022-01-31 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO